Python Developer - Equity Volatility

The successful candidate will join a London-based team that designs, develops, and supports cutting-edge applications that support equity derivatives trading as well as equities and risk management. The candidate will work hands-on with other developers, QA and production support teams to build applications and processes that process, summarize, and display large financial datasets such as volatility, dividends, and borrow rates. The team interacts with key stakeholders such as Portfolio Managers as well as Equities and Risk Managers. Must be a very strong hands-on developer with deep understanding of financial data processing and equity derivatives markets. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment with cloud and containerization technologies is a plus.

Principal Responsibilities

• Building and supporting applications for processing, summarizing, and displaying large financial datasets such as volatility, dividends, and borrow rates
• Developing systems for equity derivative market data calibration and pricing workflows
• Job may require coding in and/or learning UI technologies
• Writing comprehensive documentation
• Testing code via approved frameworks and methodologies
  
  

Qualifications/Skills

• Minimum of 5 years' experience with Python development – both backend and frontend
• Proficient with Python – capable of building and supporting applications and systems in Python
• Comfortable working with large financial datasets, such as volatility surfaces, dividends, and borrow rates
• Familiarity with equity derivative market data and its calibration, as well as equity derivatives pricing models
• Experience in Object Oriented design, Design Patterns, Unit & Integration testing
• Knowledge of the following would be beneficial: Postgres database, Airflow scheduler, Redis